Why is my Cycles scene so bright even with no lights?
Most likely Ambient Occlusion is enabled. Go to Properties > World and just turn it off: 

 

From the manual:


  Ambient occlusion is a lighting method based on how much a point on a surface is occluded by nearby surfaces. It simulates soft global illumination shadows by faking darkness perceived in corners and at mesh intersections, creases, and cracks, where ambient light is occluded, or blocked. This is a trick that is not physically accurate, but it is useful to emphasize the shapes of surfaces, or as a cheap way to get an effect that looks a bit like indirect lighting.